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On Thu, 5 Oct 2000 13:15:29 -0600, you wrote:
>Has anyone tried to plot the price of a call with say 90 days to expiration
>and rolling it forward to the next issued call at the same strike? Given a
>"continuous options contract" (for want of better name), one could then plot
>the expense of an opportunity to profit from a given stock should it
>increase in value.
>
>Colin West
>1-877-988-4688 (toll-free)
>cwest@xxxxxxxxxxxx
I use COCs for DAX calls and puts (5 years "history", 21 days to
expiration, atm) as a basis for some trading systems. "Floating"
strike price is more convenient for me, because I concentrate on
short-term day-to-day trades. Works nicely, at least to some extent.
mfg rudolf stricker
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